The price of a European put that expires in two years and has a strike price of $26 is $5. The underlying stock price is $33, and a dividend of $0.8 is expected to be paid in two months and again a year after that (that is in fourteen months). The annual risk-free rate for all maturities is 10% (consider annual compounding).

What is the no-arbitrage price of a European call option on the same underlying asset, with the same expiration date and the same strike price?